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	param	t-stat
$ω$	-0.0327	-11.10
$α$	0.0201	3.63
$β$	0.9826	248.14
$γ$	-0.2031	-29.67

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Calamos S&P 500 Strategy ALT PRT EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.68% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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